There are at least two good European Deli's in Omaha. The Lithuanian Kafe is at 74th and Pacific and has great homemade tourte's and other treats. It's parent biz is the Lithuanian Bakery and Delicatessen at 5217 S. 33rd AVe. They are both about as European as you can get. Another European-like bakery is the Bavarian Stube at Gerda's, 51st and Leavenworth, where you will find german food and bakery items, maybe a bit pricey.
For restaurants, don't forget The Bohemian Cafe at 1406 S. !3th. For European chocolates and other treats available in a grocery store, you may be surprised to learn that the Aldi stores in Omaha and Council Bluffs have wonderful german items, since the chain is owned by the same billionaire brothers who also own the largest grocery chain in Europe. They have german chocolates, coffee, tea, and other items throughout and are all offered at very decent prices too!